Measuring the Information Content of Financial News

By Ching-Yun Chang, Zhiyang Teng, Zahn Bozanic, Bin Ke. 2016

40 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Frank Xing
2. Roy E. Welsch
3. Xi Zhang
4. Philip S. Yu
5. Erik Cambria
6. Yunjia Zhang
7. Senzhang Wang
8. Yuntao Yao

Citations in the corpus

• Improving stock market prediction via heterogeneous information fusion (2017, background): “A deep neural model is proposed to measure the information content of financial news, aiming to understand an event’s economic value [21].”
• Natural language based financial forecasting: a survey (2017, background): “Some recent attempts have been made to automatically identify sentiment lexicons [86,87] or more straightforwardly, identify the sentiment polarity of information contents [25].”